Accuracy analysis of different components evaluation of time series
Mathematical models for decomposing and forecasting of time series are analysed in this paper. Sometimes we have the situations when we don't get good result describing time series by standard components (trend, cyclical, seasonal). It is often happened with economic indicators. For example, t...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2001-12-01
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| Series: | Lietuvos Matematikos Rinkinys |
| Online Access: | https://www.zurnalai.vu.lt/LMR/article/view/34642 |
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| _version_ | 1825197230013808640 |
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| author | Vitalija Klokova |
| author_facet | Vitalija Klokova |
| author_sort | Vitalija Klokova |
| collection | DOAJ |
| description |
Mathematical models for decomposing and forecasting of time series are analysed in this paper. Sometimes we have the situations when we don't get good result describing time series by standard components (trend, cyclical, seasonal). It is often happened with economic indicators. For example, the method of evaluation is changed or economic crisis has happened. Inclusion of new variables – intervention variables – can help with these problems. There is investigation of model accuracy depending on accuracy of evaluation of different components. Time series of different structure were simulated for imitation of real situations. Estimation of time series models with intervention variables and traditional components was done by program Demetra.
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| format | Article |
| id | doaj-art-33eb7633e1494c2b9d7382818b9ff608 |
| institution | Kabale University |
| issn | 0132-2818 2335-898X |
| language | English |
| publishDate | 2001-12-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Lietuvos Matematikos Rinkinys |
| spelling | doaj-art-33eb7633e1494c2b9d7382818b9ff6082025-02-11T18:14:11ZengVilnius University PressLietuvos Matematikos Rinkinys0132-28182335-898X2001-12-0141spec.10.15388/LMR.2001.34642Accuracy analysis of different components evaluation of time seriesVitalija Klokova0Vilnius Gediminas Technical University Mathematical models for decomposing and forecasting of time series are analysed in this paper. Sometimes we have the situations when we don't get good result describing time series by standard components (trend, cyclical, seasonal). It is often happened with economic indicators. For example, the method of evaluation is changed or economic crisis has happened. Inclusion of new variables – intervention variables – can help with these problems. There is investigation of model accuracy depending on accuracy of evaluation of different components. Time series of different structure were simulated for imitation of real situations. Estimation of time series models with intervention variables and traditional components was done by program Demetra. https://www.zurnalai.vu.lt/LMR/article/view/34642 |
| spellingShingle | Vitalija Klokova Accuracy analysis of different components evaluation of time series Lietuvos Matematikos Rinkinys |
| title | Accuracy analysis of different components evaluation of time series |
| title_full | Accuracy analysis of different components evaluation of time series |
| title_fullStr | Accuracy analysis of different components evaluation of time series |
| title_full_unstemmed | Accuracy analysis of different components evaluation of time series |
| title_short | Accuracy analysis of different components evaluation of time series |
| title_sort | accuracy analysis of different components evaluation of time series |
| url | https://www.zurnalai.vu.lt/LMR/article/view/34642 |
| work_keys_str_mv | AT vitalijaklokova accuracyanalysisofdifferentcomponentsevaluationoftimeseries |